![](/img/cover-not-exists.png)
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
Patton, Andrew J., Sheppard, KevinVolume:
97
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/REST_a_00503
Date:
July, 2015
File:
PDF, 378 KB
english, 2015